Variance optimal hedging for continuous time additive processes and applications (Q2875261)
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scientific article; zbMATH DE number 6330194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance optimal hedging for continuous time additive processes and applications |
scientific article; zbMATH DE number 6330194 |
Statements
Variance optimal hedging for continuous time additive processes and applications (English)
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14 August 2014
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Lévy processes
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additive processes
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variance-optimal hedging
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Föllmer-Schweizer decomposition
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electricity markets
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